Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51549.66 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48350.6 Kr¶

PnL: ---------------------------------------> -736.97 Kr¶

DD now: ---------------------------------> -0.76 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:14:36.549016'

Anic Portfolio¶

Today¶

Return: -0.672 %¶

This Week¶

Return: 8.463 %¶

Total¶

Return: 68.76 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -2.250000 764.400000 91.400000 13.580000 673.000000
Nordea Bank Abp 29 -0.390000 3521.180000 67.180000 1.940000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.020000 3426.400000 49.400000 1.460000 3377.000000
Swedbank A 3 2.690000 606.900000 42.900000 7.610000 564.000000
AcadeMedia 12 0.120000 595.200000 38.200000 6.860000 557.000004
Resurs Holding 22 0.430000 611.600000 37.600000 6.550000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.420000 381.500000 26.500000 7.460000 355.000000
Intrum 4 0.820000 543.800000 16.800000 3.190000 527.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
OEM International B 7 -1.790000 539.000000 11.000000 2.080000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -1.440000 547.200000 4.200000 0.770000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.390000 247.680000 1.680000 0.680000 246.000000
Securitas B 6 -1.470000 570.600000 0.600000 0.110000 570.000000
Creaspac SPAC 6 -0.620000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.350000 545.150000 -0.850000 -0.160000 546.000000
Fastighetsbolag. Emilshus Pref 21 -2.910000 559.650000 -2.350000 -0.420000 562.000005
Coor Service Management Hold. 8 -0.380000 529.200000 -2.800000 -0.530000 532.000000
Corem Property Group B 59 -1.370000 573.480000 -3.520000 -0.610000 576.999999
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Boozt 12 -0.660000 1634.400000 -19.600000 -1.190000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -0.950000 544.800000 -29.200000 -5.090000 574.000000
CTEK 13 -2.160000 495.560000 -38.440000 -7.200000 533.999999
International Petroleum Corp. 5 -3.240000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.190000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.860000 1766.600000 -222.400000 -11.180000 1989.000002
Axfood 15 -0.110000 4041.000000 -259.000000 -6.020000 4300.000005
Ovzon 64 -2.410000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48337.830000 -749.740000 -0.78447% 49087.564636

Updated:¶

'2023-01-31 13:13:43.057370'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶